getStockMinuteBars
Stock Minute Bar records are created once per minute for each open stock and index market. Historical data available through 8/1/2009.
| Order | Data Name | Description | Data Type | Comments |
|---|---|---|---|---|
| 1 | ticker_tk* | Ticker | varchar(12) | |
| 2 | ticker_ts* | Ticker source | enum | ('None','SR','NMS','CME','ICE','CFE','CBOT','TD','NYMEX','COMEX','RUT','CBOE','ISE','ARCA','NYSE','OTC','GDAX','BSTAMP','KRAKEN','TST','USR1','USR2','USR3','NSDQ','MFQS','PHLX') |
| 3 | date* | Date | varchar(10) | |
| 4 | time* | Time | varchar(8) | |
| 5 | prtOpen* | Open print | double | |
| 6 | prtHigh* | High print | double | |
| 7 | prtLow* | Low print | double | |
| 8 | prtLast* | Last print | double | |
| 9 | prtVWap* | VWap (print) | double | |
| 10 | prtVolume* | Print volume | int(11) | |
| 11 | prtCount* | Print count | int(11) | |
| 12 | qteHiBid* | Quote high bid | double | |
| 13 | qteLoAsk* | Quote low ask | double | |
| 14 | qteTwap* | Quote TWap | double | |
| 15 | qteCount* | Quote count | int(11) | |
| 16 | bid* | Bid | double | |
| 17 | ask* | Ask | double | |
| 18 | bidSz* | Bid size | int(11) | |
| 19 | askSz* | Ask size | int(11) | |
| 20 | width* | Bid/ask spread | float | |
| 21 | isEOB* | End-of-bar (every 10 minutes) | enum | ('None','Yes','No') |
| 22 | isEOH* | End-of-hour | enum | ('None','Yes','No') |
| 23 | timestamp* | YYYY-MM-DD HH:mm:ss | datetime |
About the Vendor
SpiderRock is a technology provider that creates and deploys some of the most innovative algorithmic execution and risk management solutions commercially available to service large hedge funds, bank trading desks and proprietary trading firms around the world. The platform is a high-performance, cloud-based trading system empowering institutional clients with tools to construct, manage, and scale equity, futures and option strategies.
SpiderRock is also a market data vendor specializing in low latency data and analytics services. In addition, they offer electronic execution and market access services via SpiderRock EXS, an agency broker dealer regulated by FINRA and NFA.